+185.4%
SW vs VSH
+85.0%
+100.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.8% | +13.3% | +1.4% |
| 7D | +4.7% | -25.2% | +29.8% | +10.3% |
| 30D | +5.0% | -41.8% | +46.8% | +15.9% |
| 3M | -7.3% | -33.4% | +26.1% | -1.2% |
| 6M | +15.0% | -31.0% | +46.0% | +18.0% |
| YTD | +18.5% | +53.6% | -35.1% | 0.0% |
| 1Y | +27.1% | +46.3% | -19.2% | +8.3% |
| 3Y | +49.3% | -1.0% | +50.3% | +32.7% |
| 5Y | -1.6% | +18.6% | -20.3% | -16.3% |
| All | +185.4% | +85.0% | +100.4% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling